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- 1. Domestic and Foreign Influences on Canadian Prices over Exchange Rate Cycles, 1974 to 1996 ArchivedArticles and reports: 11F0027M2006043Geography: CanadaDescription:
The paper examines the pricing behaviour of 81 Canadian manufacturing industries from 1974 to 1996. It explores the domestic and foreign factors that affect price formation in Canada and the circumstances in which Canadian prices respond to foreign (U.S.) influences (the law of one price), as opposed to domestic factors (i.e., labour, energy costs and productivity growth). It finds that: (1) Canadian manufacturing prices are, on average, set using a mixture of a cost mark-up pricing rule and the law-of-one-price rule: both domestic factors (such as input prices and productivity) and foreign factors (such as competing U.S. prices) exert important influences on Canadian prices; (2) Canadian prices are more sensitive to U.S. prices if the industry faces higher import competition and if home and foreign products are less differentiated. Compared to prices of domestic products, prices of imported foreign products are more responsive to foreign prices. However, the price of imports also responds to Canadian prices; though this pricing-to-market phenomenon is reduced as imports increase in importance; (3) Industry differences exist. Domestic prices respond more to productivity changes in industries where competition is more intense and where products are more homogeneous. Imports respond more to domestic factors when they account for a smaller share of the domestic market; (4) As the pressure from foreign markets increases, in a period of an appreciating Canadian dollar, changes in prices are influenced more by fluctuations in foreign prices. In comparison, when the pressure from foreign markets decreases, in a period of a depreciating Canadian dollar, changes in Canadian prices are more responsive to input cost changes at home. Disequilibria that were generated by previous shocks are overcome more quickly during periods when the exchange rate appreciated.
Release date: 2006-11-08 - Articles and reports: 12-001-X20060019263Description:
In small area estimation, area level models such as the Fay - Herriot model (Fay and Herriot 1979) are widely used to obtain efficient model-based estimators for small areas. The sampling error variances are customarily assumed to be known in the model. In this paper we consider the situation where the sampling error variances are estimated individually by direct estimators. A full hierarchical Bayes (HB) model is constructed for the direct survey estimators and the sampling error variances estimators. The Gibbs sampling method is employed to obtain the small area HB estimators. The proposed HB approach automatically takes account of the extra uncertainty of estimating the sampling error variances, especially when the area-specific sample sizes are small. We compare the proposed HB model with the Fay - Herriot model through analysis of two survey data sets. Our results have shown that the proposed HB estimators perform quite well compared to the direct estimates. We also discussed the problem of priors on the variance components.
Release date: 2006-07-20 - 3. Rounding guidelines for post-censal surveys and the Longitudinal Survey of Immigrants to Canada ArchivedArticles and reports: 12-002-X20060019253Description:
Before any analytical results are released from the Research Data Centres (RDCs), RDC analysts must conduct disclosure risk analysis (or vetting). RDC analysts apply Statistics Canada's disclosure control guidelines, when reviewing all analytical output, as a means of ensuring the protection of survey respondents' confidentiality. For some data sets, such as the Aboriginal People's Survey (APS), Ethnic Diversity Survey (EDS), the Participation, Activity and Limitation Survey (PALS) and the Longitudinal Survey of Immigrants to Canada (LSIC), Statistics Canada has developed an additional set of guidelines that involve rounding analytical results, in order to ensure further confidentiality protection. This article will discuss the rationale for the additional rounding procedures used for these data sets, and describe the specifics of the rounding guidelines. More importantly, this paper will suggest several approaches to assist researchers in following these protocols more effectively and efficiently.
Release date: 2006-07-18 - Articles and reports: 11F0027M2006041Geography: CanadaDescription:
During the post-1970 period, Canadian manufacturing prices have alternately increased and fallen relative to U.S. prices' just the reverse of the cycle in the Canada' U.S. exchange rate. But not all manufacturing industries have experienced the same amplitude of relative price changes. This paper examines the industry characteristics that are related to the shifts in competitiveness, measured as the relative price ratio between Canadian prices and U.S. prices adjusted by the exchange rate. We find that relative factor input costs and relative productivity growth are the two most important factors influencing changes in relative Canada' U.S. prices. Competitive pressures emanating from trade are important determinants of the extent to which relative productivity differences are passed through to cross-country relative prices in the manufacturing sector. We also find that the magnitude of domestic market competition and export intensity affects the short-run relative price shifts over the cycle of exchange rate.
Release date: 2006-06-28 - Journals and periodicals: 15-548-XDescription:
This document describes all aspects of output-based Gross Domestic Product (GDP), also known as GDP by industry or simply monthly GDP. It contains a comprehensive record of specific methodologies and data sources, on an industry by industry basis.
It is meant to complement a previous Statistics Canada publication, released in November 2002, entitled Gross Domestic Product by Industry, Sources and Methods (Catalogue no. 15-547), which discusses in general terms the concepts, definitions, classifications and statistical methods underlying the monthly GDP measures.
Release date: 2006-02-28
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Articles and reports (4)
Articles and reports (4) ((4 results))
- 1. Domestic and Foreign Influences on Canadian Prices over Exchange Rate Cycles, 1974 to 1996 ArchivedArticles and reports: 11F0027M2006043Geography: CanadaDescription:
The paper examines the pricing behaviour of 81 Canadian manufacturing industries from 1974 to 1996. It explores the domestic and foreign factors that affect price formation in Canada and the circumstances in which Canadian prices respond to foreign (U.S.) influences (the law of one price), as opposed to domestic factors (i.e., labour, energy costs and productivity growth). It finds that: (1) Canadian manufacturing prices are, on average, set using a mixture of a cost mark-up pricing rule and the law-of-one-price rule: both domestic factors (such as input prices and productivity) and foreign factors (such as competing U.S. prices) exert important influences on Canadian prices; (2) Canadian prices are more sensitive to U.S. prices if the industry faces higher import competition and if home and foreign products are less differentiated. Compared to prices of domestic products, prices of imported foreign products are more responsive to foreign prices. However, the price of imports also responds to Canadian prices; though this pricing-to-market phenomenon is reduced as imports increase in importance; (3) Industry differences exist. Domestic prices respond more to productivity changes in industries where competition is more intense and where products are more homogeneous. Imports respond more to domestic factors when they account for a smaller share of the domestic market; (4) As the pressure from foreign markets increases, in a period of an appreciating Canadian dollar, changes in prices are influenced more by fluctuations in foreign prices. In comparison, when the pressure from foreign markets decreases, in a period of a depreciating Canadian dollar, changes in Canadian prices are more responsive to input cost changes at home. Disequilibria that were generated by previous shocks are overcome more quickly during periods when the exchange rate appreciated.
Release date: 2006-11-08 - Articles and reports: 12-001-X20060019263Description:
In small area estimation, area level models such as the Fay - Herriot model (Fay and Herriot 1979) are widely used to obtain efficient model-based estimators for small areas. The sampling error variances are customarily assumed to be known in the model. In this paper we consider the situation where the sampling error variances are estimated individually by direct estimators. A full hierarchical Bayes (HB) model is constructed for the direct survey estimators and the sampling error variances estimators. The Gibbs sampling method is employed to obtain the small area HB estimators. The proposed HB approach automatically takes account of the extra uncertainty of estimating the sampling error variances, especially when the area-specific sample sizes are small. We compare the proposed HB model with the Fay - Herriot model through analysis of two survey data sets. Our results have shown that the proposed HB estimators perform quite well compared to the direct estimates. We also discussed the problem of priors on the variance components.
Release date: 2006-07-20 - 3. Rounding guidelines for post-censal surveys and the Longitudinal Survey of Immigrants to Canada ArchivedArticles and reports: 12-002-X20060019253Description:
Before any analytical results are released from the Research Data Centres (RDCs), RDC analysts must conduct disclosure risk analysis (or vetting). RDC analysts apply Statistics Canada's disclosure control guidelines, when reviewing all analytical output, as a means of ensuring the protection of survey respondents' confidentiality. For some data sets, such as the Aboriginal People's Survey (APS), Ethnic Diversity Survey (EDS), the Participation, Activity and Limitation Survey (PALS) and the Longitudinal Survey of Immigrants to Canada (LSIC), Statistics Canada has developed an additional set of guidelines that involve rounding analytical results, in order to ensure further confidentiality protection. This article will discuss the rationale for the additional rounding procedures used for these data sets, and describe the specifics of the rounding guidelines. More importantly, this paper will suggest several approaches to assist researchers in following these protocols more effectively and efficiently.
Release date: 2006-07-18 - Articles and reports: 11F0027M2006041Geography: CanadaDescription:
During the post-1970 period, Canadian manufacturing prices have alternately increased and fallen relative to U.S. prices' just the reverse of the cycle in the Canada' U.S. exchange rate. But not all manufacturing industries have experienced the same amplitude of relative price changes. This paper examines the industry characteristics that are related to the shifts in competitiveness, measured as the relative price ratio between Canadian prices and U.S. prices adjusted by the exchange rate. We find that relative factor input costs and relative productivity growth are the two most important factors influencing changes in relative Canada' U.S. prices. Competitive pressures emanating from trade are important determinants of the extent to which relative productivity differences are passed through to cross-country relative prices in the manufacturing sector. We also find that the magnitude of domestic market competition and export intensity affects the short-run relative price shifts over the cycle of exchange rate.
Release date: 2006-06-28
Journals and periodicals (1)
Journals and periodicals (1) ((1 result))
- Journals and periodicals: 15-548-XDescription:
This document describes all aspects of output-based Gross Domestic Product (GDP), also known as GDP by industry or simply monthly GDP. It contains a comprehensive record of specific methodologies and data sources, on an industry by industry basis.
It is meant to complement a previous Statistics Canada publication, released in November 2002, entitled Gross Domestic Product by Industry, Sources and Methods (Catalogue no. 15-547), which discusses in general terms the concepts, definitions, classifications and statistical methods underlying the monthly GDP measures.
Release date: 2006-02-28
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